#define Y "EWC"
#define X "EWA"
function run()
{
set(PLOTNOW);
setf(PlotMode, PL_ALL + PL_FINE);
StartDate = 20100101;
EndDate = 20200101;
BarPeriod = 1440;
LookBack = ZSLookback;
MaxLong = MaxShort = MaxTrades;
if(is(INITRUN)) {
string Name;
while(Name = loop(Y, X)){
assetHistory(Name, FROM_AV);
}
}
// -------------------------------
// PLOTS
// -------------------------------
plot("zscore", ZScore, NEW, BLUE);
plot(strf("#upLevel"), 2, 0, BLACK);
plot(strf("#downLevel"), -2, 0, BLACK);
}